1 files changed, 48 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/wmean_source.c b/gsl-1.9/statistics/wmean_source.c
new file mode 100644
index 0000000..edf0507
--- /dev/null
+++ b/gsl-1.9/statistics/wmean_source.c
@@ -0,0 +1,48 @@
+/* statistics/wmean_source.c
+ * 
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 Jim Davies, Brian Gough
+ * 
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or (at
+ * your option) any later version.
+ * 
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ * General Public License for more details.
+ * 
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+double
+FUNCTION (gsl_stats, wmean) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t size)
+{
+  /* Compute the weighted arithmetic mean M of a dataset using the
+     recurrence relation
+
+     M(n) = M(n-1) + (data[n] - M(n-1)) (w(n)/(W(n-1) + w(n))) 
+     W(n) = W(n-1) + w(n)
+
+   */
+
+  long double wmean = 0;
+  long double W = 0;
+
+  size_t i;
+
+  for (i = 0; i < size; i++)
+    {
+      BASE wi = w[i * wstride];
+
+      if (wi > 0)
+        {
+          W += wi;
+          wmean += (data[i * stride] - wmean) * (wi / W);
+        }
+    }
+
+  return wmean;
+}